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Hedge Fund Investing: A Practical Approach to Understanding Investor Motivation, Manager Profits, and Fund Performance by Kevin R. Mirabile

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References and Additional Reading

Altegris Investments. “The Real Deal: Long/Short Equity” (www.altegris.com), May 2010.

Badrinath, S. G., and S. Gubellini. “On the Characteristics and Performance of Long-Short, Market-Neutral and Bear Mutual Funds.” Journal of Banking & Finance 35, no. 7 (2011): 1762–1776, ISSN 0378-4266, 10.1016/j.jbankfin.2010.12.005.

Billio, M., L. Cales, and G. Guegan. “A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios.” Maison des Sciences Économiques, 2010.

Buchanan, L. J. “The Success of Long-Short Equity Strategies versus Traditional Equity Strategies & Market Returns.” CMC Senior thesis, paper 286, 2011.

Chaperon, C. “An Empirical Approach to Long/Short Equity Market Neutral Portfolio Management,” working paper, 2010.

Charpin, L. “The Efficient Frontier of Long Short Portfolio.” International Journal of Theoretical and Applied Finance 5, no. 7 (2002).

Chen, K. K., and A. Passow. “Quantitative Selection of Long-Short Hedge Funds.” FAME Research paper no. 94, 2003.

Dorn, J. “Dynamic Volatility Arbitrage: The Advents of Long/Short Trading Strategies with Dynamic Participation.” International Congress on Insurance: Mathematics and Economics, 2010.

Fung, W., and D. A. Hsieh. “The Risk in Hedge Fund Strategies: Theory and Evidence from Long/Short Equity Hedge Funds.” Journal of Empirical Finance 18, no. 4 (2011): 547–569, ISSN 0927-5398, 10.1016/j.jempfin.2011.04.001.

Gilli, M., E. Schumann, G. Di Tollo, and G. Cabej. “Constructing ...

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